+192.5%
AMKR vs CI
+1,505.7%
-1,313.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +10.0% | +1.2% | +8.9% | +9.5% |
| 30D | -19.4% | +2.6% | -22.0% | -20.7% |
| 3M | -37.4% | +7.4% | -44.8% | -39.7% |
| 6M | -51.5% | -0.1% | -51.3% | -52.8% |
| YTD | -8.1% | +9.7% | -17.8% | -13.9% |
| 1Y | +13.8% | +12.1% | +1.7% | +5.6% |
| 3Y | +59.4% | +7.0% | +52.4% | +42.1% |
| 5Y | +65.9% | +49.7% | +16.2% | +26.3% |
| 10Y | +238.6% | +147.2% | +91.4% | +107.6% |
| All | +192.5% | +1,505.7% | -1,313.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling